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[Java] Adding java read compression files with LZ4 codec #289

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Related to #288

Comment on lines +340 to +342
Java Vector module offer read files without compression codec, in case reading
compressed files is required consider to also add Java Compression module
dependency.
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Suggested change
Java Vector module offer read files without compression codec, in case reading
compressed files is required consider to also add Java Compression module
dependency.
The ``arrow-vector`` module can only read uncompressed files by itself. Add
a dependency on ``arrow-compression`` to also be able to read compressed files.

Read - From Compressed File
---------------------------

We are providing a path with auto generated arrow files for testing purposes, change that at your convenience.
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Is it possible to provide a write-compressed-file example too?

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Hmm. There's no practical way to write a compressed file.

import pyarrow as pa

pd.DataFrame({'key': range(4)}).to_feather('lz4.arrow', compression='lz4')
pd.DataFrame({'key': range(4)}).to_feather('zstd.arrow', compression='zstd')
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This isn't checked in?

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